+5.5%
GDDY vs UPST
+3.8%
+1.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.8% | -4.5% | -8.0% |
| 7D | -7.6% | -1.5% | -6.1% | -7.5% |
| 30D | +2.0% | -13.2% | +15.2% | +3.0% |
| 3M | +15.1% | -13.0% | +28.1% | +16.1% |
| 6M | -1.1% | -2.9% | +1.7% | -1.4% |
| YTD | -25.1% | -38.3% | +13.2% | -23.2% |
| 1Y | -37.3% | -60.5% | +23.2% | -33.9% |
| 3Y | +24.5% | -11.7% | +36.3% | +18.4% |
| 5Y | +23.5% | -90.2% | +113.7% | +17.4% |
| All | +5.5% | +3.8% | +1.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling